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Related Pages for NCC
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NCC
Ncc Limited
305.65 -0.80 (-0.26%)

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Historical option data for NCC

12 Dec 2024 10:04 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NCC 26DEC2024 335 CE
Delta: 0.12
Vega: 0.12
Theta: -0.16
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 306.25 1.2 -0.60 35.35 7 0 94
11 Dec 306.45 1.8 -1.55 38.74 62 -2 96
10 Dec 313.25 3.35 -0.10 39.17 154 15 100
9 Dec 312.90 3.45 -1.35 38.50 68 -10 87
6 Dec 314.10 4.8 0.50 39.96 419 88 98
5 Dec 312.10 4.3 -3.80 38.52 16 9 9
4 Dec 312.15 8.1 0.00 7.55 0 0 0
3 Dec 314.50 8.1 0.00 6.23 0 0 0
2 Dec 309.10 8.1 0.00 8.35 0 0 0
29 Nov 309.70 8.1 7.58 0 0 0

For Ncc Limited - strike price 335 expiring on 26DEC2024

Delta for 335 CE is 0.12

Historical price for 335 CE is as follows

On 12 Dec NCC was trading at 306.25. The strike last trading price was 1.2, which was -0.60 lower than the previous day. The implied volatity was 35.35, the open interest changed by 0 which decreased total open position to 94


On 11 Dec NCC was trading at 306.45. The strike last trading price was 1.8, which was -1.55 lower than the previous day. The implied volatity was 38.74, the open interest changed by -2 which decreased total open position to 96


On 10 Dec NCC was trading at 313.25. The strike last trading price was 3.35, which was -0.10 lower than the previous day. The implied volatity was 39.17, the open interest changed by 15 which increased total open position to 100


On 9 Dec NCC was trading at 312.90. The strike last trading price was 3.45, which was -1.35 lower than the previous day. The implied volatity was 38.50, the open interest changed by -10 which decreased total open position to 87


On 6 Dec NCC was trading at 314.10. The strike last trading price was 4.8, which was 0.50 higher than the previous day. The implied volatity was 39.96, the open interest changed by 88 which increased total open position to 98


On 5 Dec NCC was trading at 312.10. The strike last trading price was 4.3, which was -3.80 lower than the previous day. The implied volatity was 38.52, the open interest changed by 9 which increased total open position to 9


On 4 Dec NCC was trading at 312.15. The strike last trading price was 8.1, which was 0.00 lower than the previous day. The implied volatity was 7.55, the open interest changed by 0 which decreased total open position to 0


On 3 Dec NCC was trading at 314.50. The strike last trading price was 8.1, which was 0.00 lower than the previous day. The implied volatity was 6.23, the open interest changed by 0 which decreased total open position to 0


On 2 Dec NCC was trading at 309.10. The strike last trading price was 8.1, which was 0.00 lower than the previous day. The implied volatity was 8.35, the open interest changed by 0 which decreased total open position to 0


On 29 Nov NCC was trading at 309.70. The strike last trading price was 8.1, which was lower than the previous day. The implied volatity was 7.58, the open interest changed by 0 which decreased total open position to 0


NCC 26DEC2024 335 PE
Delta: -0.79
Vega: 0.18
Theta: -0.24
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 306.25 30.85 2.90 51.23 4 0 10
11 Dec 306.45 27.95 6.45 31.44 2 0 9
10 Dec 313.25 21.5 0.00 0.00 0 0 0
9 Dec 312.90 21.5 0.00 0.00 0 6 0
6 Dec 314.10 21.5 -3.45 28.68 9 6 9
5 Dec 312.10 24.95 1.25 38.40 6 1 2
4 Dec 312.15 23.7 -14.25 30.83 2 0 0
3 Dec 314.50 37.95 0.00 - 0 0 0
2 Dec 309.10 37.95 0.00 - 0 0 0
29 Nov 309.70 37.95 - 0 0 0

For Ncc Limited - strike price 335 expiring on 26DEC2024

Delta for 335 PE is -0.79

Historical price for 335 PE is as follows

On 12 Dec NCC was trading at 306.25. The strike last trading price was 30.85, which was 2.90 higher than the previous day. The implied volatity was 51.23, the open interest changed by 0 which decreased total open position to 10


On 11 Dec NCC was trading at 306.45. The strike last trading price was 27.95, which was 6.45 higher than the previous day. The implied volatity was 31.44, the open interest changed by 0 which decreased total open position to 9


On 10 Dec NCC was trading at 313.25. The strike last trading price was 21.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 9 Dec NCC was trading at 312.90. The strike last trading price was 21.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 6 Dec NCC was trading at 314.10. The strike last trading price was 21.5, which was -3.45 lower than the previous day. The implied volatity was 28.68, the open interest changed by 6 which increased total open position to 9


On 5 Dec NCC was trading at 312.10. The strike last trading price was 24.95, which was 1.25 higher than the previous day. The implied volatity was 38.40, the open interest changed by 1 which increased total open position to 2


On 4 Dec NCC was trading at 312.15. The strike last trading price was 23.7, which was -14.25 lower than the previous day. The implied volatity was 30.83, the open interest changed by 0 which decreased total open position to 0


On 3 Dec NCC was trading at 314.50. The strike last trading price was 37.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec NCC was trading at 309.10. The strike last trading price was 37.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov NCC was trading at 309.70. The strike last trading price was 37.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0